+42.4%
CART vs NTRS
+181.1%
-138.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.8% |
| 7D | -4.1% | +1.7% | -5.8% | -4.5% |
| 30D | -4.3% | +0.1% | -4.5% | -4.4% |
| 3M | +13.1% | +9.8% | +3.3% | +10.4% |
| 6M | +26.0% | +34.7% | -8.6% | +16.1% |
| YTD | +6.7% | +37.4% | -30.7% | -2.4% |
| 1Y | +6.3% | +48.2% | -41.9% | -5.3% |
| All | +42.4% | +181.1% | -138.7% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling